Developed World ex-US Stocks vs Gretchen Tai Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Portfolio obtained a 4.92% compound annual return, with a 16.50% standard deviation, in the last 30 Years.

The Gretchen Tai Portfolio obtained a 7.11% compound annual return, with a 11.65% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Gretchen Tai Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
30 Years Stats Return +4.92% +7.11%
Std Dev 16.50% 11.65%
Max Drawdown -57.00% -41.80%
All time Stats
(Since Jan 1986)
Return +6.92% +8.78%
Std Dev 17.60% 11.87%
Max Drawdown -57.00% -41.80%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1986

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +4.92 +6.92
Gretchen Tai Portfolio +2.33 +7.44 +13.06 +6.27 +5.77 +7.11 +8.78
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 4.23$, with a total return of 322.51% (4.92% annualized).

Gretchen Tai Portfolio: an investment of 1$, since March 1994, now would be worth 7.85$, with a total return of 684.95% (7.11% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1986, now would be worth 12.85$, with a total return of 1185.36% (6.92% annualized).

Gretchen Tai Portfolio: an investment of 1$, since January 1986, now would be worth 24.87$, with a total return of 2386.88% (8.78% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Gretchen Tai Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.27% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.35
-4.65% Mar 1994 Mar 1994 (1) Aug 1994 (6) 2.77
-4.43% Aug 1997 Aug 1997 (1) Feb 1998 (7) 2.78

Drawdown comparison chart since January 1986.

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Developed World ex-US Stocks Portfolio
Gretchen Tai Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-17.50% Sep 1987 Nov 1987 (3) Nov 1988 (15) 8.27
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-16.12% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.89
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+1.63%
-1.09%
+1.47%
-0.85%
2023
+17.94%
-10.71%
+15.12%
-9.19%
2022
-15.36%
-27.52%
-17.30%
-23.59%
2021
+11.67%
-4.89%
+12.15%
-3.19%
2020
+9.74%
-23.99%
+12.24%
-16.24%
2019
+22.62%
-5.21%
+20.82%
-3.77%
2018
-14.75%
-18.62%
-7.59%
-10.37%
2017
+26.42%
0.00%
+18.32%
0.00%
2016
+2.67%
-8.44%
+7.93%
-3.80%
2015
-0.38%
-12.39%
-2.21%
-8.93%
2014
-5.98%
-10.04%
+4.44%
-3.36%
2013
+21.83%
-5.66%
+14.58%
-4.17%
2012
+18.56%
-13.28%
+14.85%
-6.38%
2011
-12.30%
-23.95%
-1.45%
-14.25%
2010
+8.35%
-15.54%
+12.51%
-8.38%
2009
+27.49%
-22.68%
+26.58%
-15.87%
2008
-40.65%
-45.54%
-27.67%
-32.64%
2007
+11.15%
-6.29%
+9.39%
-4.36%
2006
+26.27%
-3.73%
+17.39%
-3.34%
2005
+13.60%
-4.72%
+10.26%
-3.11%
2004
+20.25%
-3.59%
+15.60%
-4.14%
2003
+38.67%
-8.24%
+29.40%
-2.98%
2002
-15.62%
-23.19%
-7.43%
-14.03%
2001
-21.94%
-26.63%
-6.29%
-15.42%
2000
-14.29%
-17.14%
-4.67%
-9.28%
1999
+37.96%
-4.28%
+22.01%
-2.31%
1998
+16.51%
-14.47%
+10.02%
-12.86%
1997
-1.39%
-11.23%
+11.39%
-4.43%
1996
+4.68%
-4.13%
+10.62%
-3.29%
1995
+3.98%
-8.89%
+17.98%
-1.12%
1994
+9.76%
-5.55%
-0.51%
-7.04%
1993
+29.92%
-10.94%
+26.87%
-4.15%
1992
-14.79%
-15.85%
+0.50%
-4.36%
1991
+9.48%
-9.97%
+30.31%
-4.13%
1990
-24.79%
-31.21%
-8.54%
-16.12%
1989
+12.85%
-7.94%
+25.15%
-2.12%
1988
+25.66%
-9.43%
+19.39%
-3.11%
1987
+30.48%
-13.46%
+4.96%
-17.50%
1986
+63.38%
-8.70%
+29.74%
-4.54%